+626.7%
RVMD vs BN
+85.2%
+541.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.0% | -2.5% | +3.5% | +2.4% |
| 30D | +6.4% | -9.5% | +15.9% | +12.5% |
| 3M | +34.9% | -10.4% | +45.3% | +43.0% |
| 6M | +107.6% | -6.4% | +113.9% | +114.3% |
| YTD | +163.7% | -11.9% | +175.5% | +177.8% |
| 1Y | +439.2% | -8.6% | +447.8% | +454.1% |
| 3Y | +499.2% | +77.6% | +421.6% | +301.4% |
| 5Y | +621.7% | +37.0% | +584.7% | +458.7% |
| All | +626.7% | +85.2% | +541.5% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling